-71.6%
FLNC vs WST
-16.5%
-55.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -4.1% | +1.8% | -5.9% | -4.9% |
| 30D | -24.8% | -1.7% | -23.1% | -24.3% |
| 3M | -59.1% | +4.9% | -64.0% | -60.1% |
| 6M | -42.0% | +45.5% | -87.5% | -51.0% |
| YTD | -49.8% | +26.1% | -75.9% | -55.1% |
| 1Y | +43.1% | +31.7% | +11.4% | +24.4% |
| 3Y | -61.0% | -12.1% | -48.9% | -61.9% |
| All | -71.6% | -16.5% | -55.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling